English
Related papers

Related papers: On circumcentered direct methods for monotone vari…

200 papers

We study the convergence rate of the Circumcentered-Reflection Method (CRM) for solving the convex feasibility problem and compare it with the Method of Alternating Projections (MAP). Under an error bound assumption, we prove that both…

Optimization and Control · Mathematics 2021-05-04 Reza Arefidamghani , Roger Behling , Yunier Bello-Cruz , Alfredo N. Iusem , Luiz-Rafael Santos

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Optimization and Control · Mathematics 2014-06-25 A. Patrascu , I. Necoara

We introduce a relaxed-projection splitting algorithm for solving variational inequalities in Hilbert spaces for the sum of nonsmooth maximal monotone operators, where the feasible set is defined by a nonlinear and nonsmooth continuous…

Optimization and Control · Mathematics 2015-12-31 J. Y. Bello Cruz , R. Diaz Millan

In this paper, we study inexact high-order Tensor Methods for solving convex optimization problems with composite objective. At every step of such methods, we use approximate solution of the auxiliary problem, defined by the bound for the…

Optimization and Control · Mathematics 2020-12-23 Nikita Doikov , Yurii Nesterov

This paper is concerned with some new projection methods for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. First, we propose the projected reflected gradient algorithm with a…

Optimization and Control · Mathematics 2018-03-26 Yu. Malitsky

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…

Machine Learning · Computer Science 2011-12-02 Mark Schmidt , Nicolas Le Roux , Francis Bach

The Euclidean projection onto a convex set is an important problem that arises in numerous constrained optimization tasks. Unfortunately, in many cases, computing projections is computationally demanding. In this work, we focus on…

Optimization and Control · Mathematics 2021-09-22 Ilnura Usmanova , Maryam Kamgarpour , Andreas Krause , Kfir Yehuda Levy

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

Optimization and Control · Mathematics 2026-03-16 Zepeng Wang , Juan Peypouquet

Feasibility problem aims to find a common point of two or more closed (convex) sets whose intersection is nonempty. In the literature, projection based algorithms are widely adopted to solve the problem, such as the method of alternating…

Optimization and Control · Mathematics 2025-04-16 Yuting Shen , Jingwei Liang

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

Incremental methods are widely utilized for solving finite-sum optimization problems in machine learning and signal processing. In this paper, we study a family of incremental methods -- including incremental subgradient, incremental…

Optimization and Control · Mathematics 2022-12-26 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Jason D Lee

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

In this paper, we propose an inertial accelerated primal-dual method for the linear equality constrained convex optimization problem. When the objective function has a ``nonsmooth + smooth'' composite structure, we further propose an…

Optimization and Control · Mathematics 2021-06-30 Xin He , Rong Hu , Ya-Ping Fang

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

The objective of this research is to explore a convex feasibility problem, which consists of a monotone variational inequality problem and a fixed point problem. We introduce four inertial extragradient algorithms that are motivated by the…

Optimization and Control · Mathematics 2021-07-27 Bing Tan , Jingjing Fan , Xiaolong Qin

This paper presents two inexact composite gradient methods, one inner accelerated and another doubly accelerated, for solving a class of nonconvex spectral composite optimization problems. More specifically, the objective function for these…

Optimization and Control · Mathematics 2022-05-04 Weiwei Kong , Renato D. C. Monteiro

Variational inequality problems are recognized for their broad applications across various fields including machine learning and operations research. First-order methods have emerged as the standard approach for solving these problems due…

Optimization and Control · Mathematics 2025-03-24 Liang Zhang , Niao He , Michael Muehlebach